Identificação de danos estruturais via método de Monte Carlo com cadeias de Markov

O presente trabalho apresenta um estudo referente à aplicação da abordagem Bayesiana como técnica de solução do problema inverso de identificação de danos estruturais, onde a integridade da estrutura é continuamente descrita por um parâmetro estrutural denominado parâmetro de coesão. A estrutura escolhida para análise é uma viga simplesmente apoiada do tipo Euler-Bernoulli. A identificação de danos é baseada em alterações na resposta impulsiva da estrutura, provocadas pela presença dos mesmos. O problema direto é resolvido através do Método de Elementos Finitos (MEF), que, por sua vez, é parametrizado pelo parâmetro de coesão da estrutura. O problema de identificação de danos é formulado como um problema inverso, cuja solução, do ponto de vista Bayesiano, é uma distribuição de probabilidade a posteriori para cada parâmetro de coesão da estrutura, obtida utilizando-se a metodologia de amostragem de Monte Carlo com Cadeia de Markov. As incertezas inerentes aos dados medidos serão contempladas na função de verossimilhança. Três estratégias de solução são apresentadas. Na Estratégia 1, os parâmetros de coesão da estrutura são amostrados de funções densidade de probabilidade a posteriori que possuem o mesmo desvio padrão. Na Estratégia 2, após uma análise prévia do processo de identificação de danos, determina-se regiões da viga potencialmente danificadas e os parâmetros de coesão associados à essas regiões são amostrados a partir de funções de densidade de probabilidade a posteriori que possuem desvios diferenciados. Na Estratégia 3, após uma análise prévia do processo de identificação de danos, apenas os parâmetros associados às regiões identificadas como potencialmente danificadas são atualizados. Um conjunto de resultados numéricos é apresentado levando-se em consideração diferentes níveis de ruído para as três estratégias de solução apresentadas.

Análise dos problemas direto e inverso em um modelo de evolução populacional através de transformações integrais e inferência bayesiana

Modelos de evolução populacional são há muito tempo assunto de grande relevância, principalmente quando a população de estudo é composta por vetores de doenças. Tal importância se deve ao fato de existirem milhares de doenças que são propagadas por espécies específicas e conhecer como tais populações se comportam é vital quando pretende-se criar políticas públicas para controlar a sua proliferação. Este trabalho descreve um problema de evolução populacional difusivo com armadilhas locais e tempo de reprodução atrasado, o problema direto descreve a densidade de uma população uma vez conhecidos os parâmetros do modelo onde sua solução é obtida por meio da técnica de transformada integral generalizada, uma técnica numérico-analítica. Porém a solução do problema direto, por si só, não permite a simulação computacional de uma população em uma aplicação prática, uma vez que os parâmetros do modelo variam de população para população e precisam, portanto, ter seus valores conhecidos. Com o objetivo de possibilitar esta caracterização, o presente trabalho propõe a formulação e solução do problema inverso, estimando os parâmetros do modelo a partir de dados da população utilizando para tal tarefa dois métodos Bayesianos.

Representations of uncertainty in sensorimotor control.

Uncertainty is ubiquitous in our sensorimotor interactions, arising from factors such as sensory and motor noise and ambiguity about the environment. Setting it apart from previous theories, a quintessential property of the Bayesian framework for making inference about the state of world so as to select actions, is the requirement to represent the uncertainty associated with inferences in the form of probability distributions. In the context of sensorimotor control and learning, the Bayesian framework suggests that to respond optimally to environmental stimuli the central nervous system needs to construct estimates of the sensorimotor transformations, in the form of internal models, as well as represent the structure of the uncertainty in the inputs, outputs and in the transformations themselves. Here we review Bayesian inference and learning models that have been successful in demonstrating the sensitivity of the sensorimotor system to different forms of uncertainty as well as recent studies aimed at characterizing the representation of the uncertainty at different computational levels.

Blind frequency synchronisation for OFDM systems with pulse shaping

In multi-carrier systems, small carrier frequency offsets result in significant degradation of performance and this offset should be compensated before demodulation can be performed. In this paper, we consider a generic multi-carrier system with pulse shaping and estimate the frequency offset by exploiting the cyclostationarity of the received signal. By transforming the time domain signal to the cyclic correlation domain we are able to estimate the frequency offset without the aid of pilot symbols or the cyclic prefix. The Bayesian framework is used to obtain the estimate and we show how we can simplify the estimation process. © 1999 IEEE.

Physiological modelling for improved reliability in silhouette-driven gradient-based hand tracking

We present a gradient-based motion capture system that robustly tracks a human hand, based on abstracted visual information - silhouettes. Despite the ambiguity in the visual data and despite the vulnerability of gradient-based methods in the face of such ambiguity, we minimise problems related to misfit by using a model of the hand's physiology, which is entirely non-visual, subject-invariant, and assumed to be known a priori. By modelling seven distinct aspects of the hand's physiology we derive prior densities which are incorporated into the tracking system within a Bayesian framework. We demonstrate how the posterior is formed, and how our formulation leads to the extraction of the maximum a posteriori estimate using a gradient-based search. Our results demonstrate an enormous improvement in tracking precision and reliability, while also achieving near real-time performance. © 2009 IEEE.

Spatio-temporal clustering of probabilistic region trajectories

We propose a novel model for the spatio-temporal clustering of trajectories based on motion, which applies to challenging street-view video sequences of pedestrians captured by a mobile camera. A key contribution of our work is the introduction of novel probabilistic region trajectories, motivated by the non-repeatability of segmentation of frames in a video sequence. Hierarchical image segments are obtained by using a state-of-the-art hierarchical segmentation algorithm, and connected from adjacent frames in a directed acyclic graph. The region trajectories and measures of confidence are extracted from this graph using a dynamic programming-based optimisation. Our second main contribution is a Bayesian framework with a twofold goal: to learn the optimal, in a maximum likelihood sense, Random Forests classifier of motion patterns based on video features, and construct a unique graph from region trajectories of different frames, lengths and hierarchical levels. Finally, we demonstrate the use of Isomap for effective spatio-temporal clustering of the region trajectories of pedestrians. We support our claims with experimental results on new and existing challenging video sequences. © 2011 IEEE.

Testing the timing of radiocarbon-dated events between proxy archives

For interpreting past changes on a regional or global scale, the timings of proxy-inferred events are usually aligned with data from other locations. However, too often chronological uncertainties are ignored in proxy diagrams and multisite comparisons, making it possible for researchers to fall into the trap of sucking separate events into one illusionary event (or vice versa). Here we largely solve this "suck in and smear syndrome" for radiocarbon (14C) dated sequences. In a Bayesian framework, millions of plausible age-models are constructed to quantify the chronological uncertainties within and between proxy archives. We test the technique on replicated high-resolution 14C-dated peat cores deposited during the "Little Ice Age" (c. AD 1400-1900), a period characterized by abrupt climate changes and severe 14C calibration problems. Owing to internal variability in proxy data and uncertainties in age-models, these (and possibly many more) archives are not consistent in recording decadal climate change. Through explicit statistical tests of palaeoenvironmental hypotheses, we can move forward to systematic interpretations of proxy data. However, chronological uncertainties of non-annually resolved palaeoclimate records are too large for answering decadal timescale questions.

Whose statistical reasoning is improved by information about causal structure?

People often struggle when making Bayesian probabilistic estimates on the basis of competing sources of statistical evidence. Recently, Krynski and Tenenbaum (Journal of Experimental Psychology: General, 136, 430–450, 2007) proposed that a causal Bayesian framework accounts for peoples’ errors in Bayesian reasoning and showed that, by clarifying the causal relations among the pieces of evidence, judgments on a classic statistical reasoning problem could be significantly improved. We aimed to understand whose statistical reasoning is facilitated by the causal structure intervention. In Experiment 1, although we observed causal facilitation effects overall, the effect was confined to participants high in numeracy. We did not find an overall facilitation effect in Experiment 2 but did replicate the earlier interaction between numerical ability and the presence or absence of causal content. This effect held when we controlled for general cognitive ability and thinking disposition. Our results suggest that clarifying causal structure facilitates Bayesian judgments, but only for participants with sufficient understanding of basic concepts in probability and statistics.

Tephra from andesitic Shiveluch volcano, Kamchatka, NW Pacific: chronology of explosive eruptions and geochemical fingerprinting of volcanic glass

The ~16-ka-long record of explosive eruptions from Shiveluch volcano (Kamchatka, NW Pacific) is refined using geochemical fingerprinting of tephra and radiocarbon ages. Volcanic glass from 77 prominent Holocene tephras and four Late Glacial tephra packages was analyzed by electron microprobe. Eruption ages were estimated using 113 radiocarbon dates for proximal tephra sequence. These radiocarbon dates were combined with 76 dates for regional Kamchatka marker tephra layers into a single Bayesian framework taking into account the stratigraphic ordering within and between the sites. As a result, we report ~1,700 high-quality glass analyses from Late Glacial–Holocene Shiveluch eruptions of known ages. These define the magmatic evolution of the volcano and provide a reference for correlations with distal fall deposits. Shiveluch tephras represent two major types of magmas, which have been feeding the volcano during the Late Glacial–Holocene time: Baidarny basaltic andesites and Young Shiveluch andesites. Baidarny tephras erupted mostly during the Late Glacial time (~16–12.8 ka BP) but persisted into the Holocene as subordinate admixture to the prevailing Young Shiveluch andesitic tephras (~12.7 ka BP–present). Baidarny basaltic andesite tephras have trachyandesite and trachydacite (SiO₂ < 71.5 wt%) glasses. The Young Shiveluch andesite tephras have rhyolitic glasses (SiO₂ > 71.5 wt%). Strongly calc-alkaline medium-K characteristics of Shiveluch volcanic glasses along with moderate Cl, CaO and low P₂O₅ contents permit reliable discrimination of Shiveluch tephras from the majority of other large Holocene tephras of Kamchatka. The Young Shiveluch glasses exhibit wave-like variations in SiO₂ contents through time that may reflect alternating periods of high and low frequency/volume of magma supply to deep magma reservoirs beneath the volcano. The compositional variability of Shiveluch glass allows geochemical fingerprinting of individual Shiveluch tephra layers which along with age estimates facilitates their use as a dating tool in paleovolcanological, paleoseismological, paleoenvironmental and archeological studies. Electronic tables accompanying this work offer a tool for statistical correlation of unknown tephras with proximal Shiveluch units taking into account sectors of actual tephra dispersal, eruption size and expected age. Several examples illustrate the effectiveness of the new database. The data are used to assign a few previously enigmatic wide-spread tephras to particular Shiveluch eruptions. Our finding of Shiveluch tephras in sediment cores in the Bering Sea at a distance of ~600 km from the source permits re-assessment of the maximum dispersal distances for Shiveluch tephras and provides links between terrestrial and marine paleoenvironmental records.

Quantifying heritable variation in fitness-related traits of wild, farmed and hybrid Atlantic salmon families in a wild river environment

Farmed fish are typically genetically different from wild conspecifics. Escapees from fish farms may contribute one-way gene flow from farm to wild gene pools, which can depress population productivity, dilute local adaptations and disrupt coadapted gene complexes. Here, we reanalyse data from two experiments (McGinnity et al., 1997, 2003) where performance of Atlantic salmon (Salmo salar) progeny originating from experimental crosses between farm and wild parents (in three different cohorts) were measured in a natural stream under common garden conditions. Previous published analyses focussed on group-level differences but did not account for pedigree structure, as we do here using modern mixed-effect models. Offspring with one or two farm parents exhibited poorer survival in their first and second year of life compared with those with two wild parents and these group-level inferences were robust to excluding outlier families. Variation in performance among farm, hybrid and wild families was generally similar in magnitude. Farm offspring were generally larger at all life stages examined than wild offspring, but the differences were moderate (5–20%) and similar in magnitude in the wild versus hatchery environments. Quantitative genetic analyses conducted using a Bayesian framework revealed moderate heritability in juvenile fork length and mass and positive genetic correlations (>0.85) between these morphological traits. Our study confirms (using more rigorous statistical techniques) previous studies showing that offspring of wild fish invariably have higher fitness and contributes fresh insights into family-level variation in performance of farm, wild and hybrid Atlantic salmon families in the wild. It also adds to a small, but growing, number of studies that estimate key evolutionary parameters in wild salmonid populations. Such information is vital in modelling the impacts of introgression by escaped farm salmon.

Suppression of long-branch attraction artefacts in the animal phylogeny using a site-heterogeneous model

Affiliation: Département de Biochimie, Université de Montréal

Modélisation des bi-grappes et sélection des variables pour des données de grande dimension : application aux données d’expression génétique

Les simulations ont été implémentées avec le programme Java.

Automatic mass segmentation in mammographic images

Aquesta tesi està emmarcada dins la detecció precoç de masses, un dels símptomes més clars del càncer de mama, en imatges mamogràfiques. Primerament, s'ha fet un anàlisi extensiu dels diferents mètodes de la literatura, concloent que aquests mètodes són dependents de diferent paràmetres: el tamany i la forma de la massa i la densitat de la mama. Així, l'objectiu de la tesi és analitzar, dissenyar i implementar un mètode de detecció robust i independent d'aquests tres paràmetres. Per a tal fi, s'ha construït un patró deformable de la massa a partir de l'anàlisi de masses reals i, a continuació, aquest model és buscat en les imatges seguint un esquema probabilístic, obtenint una sèrie de regions sospitoses. Fent servir l'anàlisi 2DPCA, s'ha construït un algorisme capaç de discernir aquestes regions són realment una massa o no. La densitat de la mama és un paràmetre que s'introdueix de forma natural dins l'algorisme.

Estimation of population growth or decline in genetically monitored populations

This article introduces a new general method for genealogical inference that samples independent genealogical histories using importance sampling (IS) and then samples other parameters with Markov chain Monte Carlo (MCMC). It is then possible to more easily utilize the advantages of importance sampling in a fully Bayesian framework. The method is applied to the problem of estimating recent changes in effective population size from temporally spaced gene frequency data. The method gives the posterior distribution of effective population size at the time of the oldest sample and at the time of the most recent sample, assuming a model of exponential growth or decline during the interval. The effect of changes in number of alleles, number of loci, and sample size on the accuracy of the method is described using test simulations, and it is concluded that these have an approximately equivalent effect. The method is used on three example data sets and problems in interpreting the posterior densities are highlighted and discussed.

Multi-target out-of-sequence data association: tracking using graphical models

When performing data fusion, one often measures where targets were and then wishes to deduce where targets currently are. There has been recent research on the processing of such out-of-sequence data. This research has culminated in the development of a number of algorithms for solving the associated tracking problem. This paper reviews these different approaches in a common Bayesian framework and proposes an architecture that orthogonalises the data association and out-of-sequence problems such that any combination of solutions to these two problems can be used together. The emphasis is not on advocating one approach over another on the basis of computational expense, but rather on understanding the relationships among the algorithms so that any approximations made are explicit. Results for a multi-sensor scenario involving out-of-sequence data association are used to illustrate the utility of this approach in a specific context.